Sentiment news and market analysis of sovereign and corporate bonds for credit risk assessment (SenRisk)
Forschungsprojekt
SENRISK is an EU-funded project that aims at developing a credit risk assessment tool, in which sentiments of news, social media and reports are included in the risk assessment of corporate and sovereign bonds. Sovereign debt is monitored enabling small and medium-sized investors to determine internal country and company ratings.
Projektlaufzeit
Projektleitung
- Prof. Dr. Christina Erlwein-Sayer (Projektleitung)